-85.6%
SMR vs AA
+13.9%
-99.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.8% | -7.2% | -6.2% |
| 7D | -9.5% | +0.9% | -10.4% | -10.2% |
| 30D | -33.2% | -6.4% | -26.8% | -30.4% |
| 3M | -45.9% | -13.0% | -33.0% | -40.6% |
| 6M | -57.9% | -34.6% | -23.3% | -45.5% |
| YTD | -63.8% | -23.0% | -40.8% | -63.6% |
| 1Y | -85.6% | +16.0% | -101.6% | -89.9% |
| All | -85.6% | +13.9% | -99.5% | -89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling